Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
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List of tables
10 Feb 2010
SMP
– February 2010
1,545. 1,257. 288. (a) Positive values represent derivative positions under which the holder will receive foreign currency in exchange for Australian dollars at a predetermined exchange rate (that is, ... Negative values represent derivative positions
https://www.rba.gov.au/publications/smp/2010/feb/tables.html
Box A: Foreign Currency Exposure and Hedging in Australia
10 Nov 2013
SMP
– November 2013
The Australian Bureau of Statistics survey of Foreign Currency Exposure (FCE) contains detailed information on Australian entities' foreign currency asset and liability positions and their use of derivatives to hedge these ... 2013. The 2013 survey
https://www.rba.gov.au/publications/smp/2013/nov/box-a.html
Box C: Foreign Currency Exposure and Hedging in Australia
10 Feb 2010
SMP
– February 2010
The majority of the liabilities that are denominated in foreign currency are hedged using derivative instruments, leaving only a small unhedged liability exposure. ... to hold nearly half this amount again in Australian dollar exposure through the
https://www.rba.gov.au/publications/smp/2010/feb/box-c.html
Box B: Iron Ore Pricing
10 Aug 2012
SMP
– August 2012
past. The increasing use of shorter-term price contracts has also encouraged more activity and liquidity in iron ore derivative markets as firms increase their use of hedging instruments. ... One example is over-the-counter iron ore swap contracts, which
https://www.rba.gov.au/publications/smp/2012/aug/box-b.html
Box D: Interbank Reference Rates
10 Aug 2012
SMP
– August 2012
Many financial contracts, including those governing derivatives and debt securities, reference interbank interest rates. ... Instead, the market convention is to reference Australian dollar derivatives and floating rate debt securities against the bank
https://www.rba.gov.au/publications/smp/2012/aug/box-d.html
Banks' Funding
10 Nov 2007
SMP
– November 2007
The increases in banks' other assets and other liabilities were largely offsetting, and mainly reflected changes in the fair values of the banks' derivative positions.
https://www.rba.gov.au/publications/smp/2007/nov/box-d.html
Box B: The Greek Private Sector Debt Swap
10 May 2012
SMP
– May 2012
The International Swaps and Derivatives Association (ISDA) subsequently ruled that the activation of CACs constituted a ‘credit event’ for credit default swaps (CDS) referencing Greek sovereign debt.
https://www.rba.gov.au/publications/smp/2012/may/box-b.html
5 April 2022 | Minutes of the Monetary Policy Meeting of the Board
19 Apr 2022
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 5 April 2022
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2022/2022-04-05.html
Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
The net inflow of capital was associated with foreign direct equity investment into Australia, driven by reinvested earnings, as well as banking sector transactions involving financial derivatives (Graph 3.37). ... There was a record value of financial
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
3 September 2013 | Minutes of the Monetary Policy Meeting of the Board
17 Sep 2013
Minutes
Minutes of the monetary policy meeting of the Reserve Bank Board for 3 September 2013
https://www.rba.gov.au/monetary-policy/rba-board-minutes/2013/03092013.html